Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51747.99 Kr¶

'#-------------------------------#'
'New Equity High!!!'
'Max Equity: -----------------------------------------> 51747.99 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 51747.99 Kr¶

Portfolio value: --------------------------> 48541.57 Kr¶

PnL: ---------------------------------------> -538.6 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:49:22.192565'

Anic Portfolio¶

Today¶

Return: 8.881 %¶

This Week¶

Return: 8.881 %¶

Total¶

Return: 69.41 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 1.080000 788.400000 115.400000 17.150000 673.000000
Nordea Bank Abp 29 1.020000 3550.760000 96.760000 2.800000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.050000 3418.400000 41.400000 1.230000 3377.000000
Resurs Holding 22 -0.180000 608.960000 34.960000 6.090000 573.999998
AcadeMedia 12 1.330000 587.040000 30.040000 5.390000 557.000004
Swedbank A 3 0.790000 594.000000 30.000000 5.320000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -5.850000 384.500000 29.500000 8.310000 355.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.800000 543.600000 16.600000 3.150000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.310000 580.320000 10.320000 1.810000 570.000000
Corem Property Group B 59 -5.240000 581.450000 4.450000 0.770000 576.999999
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Fasadgruppen Group 38 3.420000 4142.000000 2.200000 0.050000 4139.799990
Creaspac SPAC 6 -0.520000 578.400000 1.400000 0.240000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.790000 544.500000 -1.500000 -0.270000 546.000000
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
Boozt 12 -1.720000 1641.600000 -12.400000 -0.750000 1653.999996
Sampo Oyj SDB 7 1.200000 3825.500000 -24.500000 -0.640000 3850.000000
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 2.250000 546.400000 -27.600000 -4.810000 574.000000
International Petroleum Corp. 5 -1.310000 566.500000 -28.070000 -4.720000 594.565215
Beijer Electronics Group 27 4.860000 3029.400000 -53.400000 -1.730000 3082.800006
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
OX2 22 0.680000 1778.700000 -209.500000 -10.540000 1988.199994
Axfood 15 1.610000 4065.000000 -233.800000 -5.440000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48532.070000 -548.100000 0.0% 49080.164634

Updated:¶

'2023-01-30 15:48:44.434856'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶